-25.7%
IREN vs QBTS
-2.9%
-22.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.8% | -3.9% | -6.2% |
| 7D | -16.0% | -10.5% | -5.5% | -14.2% |
| 30D | -40.5% | -20.5% | -20.0% | -37.4% |
| 3M | -59.4% | -54.3% | -5.1% | -52.8% |
| 6M | -67.1% | -55.4% | -11.7% | -61.7% |
| YTD | -51.9% | -63.4% | +11.5% | -42.4% |
| 1Y | -62.7% | -59.1% | -3.5% | -56.1% |
| 3Y | +507.7% | +1,216.8% | -709.1% | +323.9% |
| All | -25.7% | -2.9% | -22.7% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded QBTS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling